Realty Income Simple Exponential Smoothing

O -- USA Stock  

Sell-off Trend

Investors can use this prediction interface to forecast Realty Income historic prices and determine the direction of Realty Income Corporation future trends based on various well-known forecasting models. However looking at historical price movement exclusively is usually misleading. Macroaxis recommends to always use this module together with analysis of Realty Income historical fundamentals such as revenue growth or operating cash flow patterns. Although naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of Realty Income Corporation systematic risks associated with finding meaningful patterns of Realty Income fundamentals over time. Additionally take a look at Historical Fundamental Analysis of Realty Income to cross-verify your projections.
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Horizon     30 Days    Login   to change
Realty Income simple exponential smoothing forecast is a very popular model used to produce a smoothed price series. Whereas in simple Moving Average models the past observations for Realty Income Corporation are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Realty Income prices get older.
Given 30 days horizon, the value of Realty Income Corporation on the next trading day is expected to be 72.5

Realty Income Prediction Pattern

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Realty Income Forecasted Value

Market Value
72.50
December 15, 2019
72.50
Expected Value
75.27
Upside

Model Predictive Factors

AICAkaike Information Criteria115.5472
BiasArithmetic mean of the errors 0.0565
MADMean absolute deviation0.5315
MAPEMean absolute percentage error0.0069
SAESum of the absolute errors31.89
This simple exponential smoothing model begins by setting Realty Income Corporation forecast for the second period equal to the observation of the first period. In other words, recent Realty Income observations are given relatively more weight in forecasting than the older observations.

Volatility Measures

Realty Income Risk Indicators

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